Facebox is a really simple app. You download it for free from the Mac App Store, launch it, and log in to Facebook from the menubar. Once you do, you'll be able to check your news feed, events, messages, and a bunch of other things. It doesn't provide access to everything on facebook.com, but rather just the stuff you'd use frequently. If you really want all of Facebook in your OS X menubar, you can always use Fluid.

Mac OS X only: Put any web site in your menu bar with the latest version of previously mentioned…
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It's worth noting that the app has terrible reviews in the app store. This seems to be because it crashed a lot and didn't work well in a previous version. Personally, I had no stability issues when testing it out and it seems to work just fine. It's also free, so there's really no harm done if you don't like it.